-10.6%
BITO vs MCO
+28.2%
-38.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.5% |
| 7D | -5.8% | -7.3% | +1.5% | -1.7% |
| 30D | +21.1% | -1.7% | +22.8% | +22.3% |
| 3M | +23.5% | +3.9% | +19.6% | +20.4% |
| 6M | +8.3% | +3.8% | +4.5% | +5.0% |
| YTD | -13.9% | -7.9% | -6.0% | -10.9% |
| 1Y | -34.5% | -6.8% | -27.7% | -33.1% |
| 3Y | +147.0% | +40.9% | +106.1% | +84.2% |
| All | -10.6% | +28.2% | -38.8% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling